+207.0%
C vs STLA
-4.1%
+211.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +4.2% | -13.8% | +17.9% | +9.9% |
| 30D | +2.0% | -10.5% | +12.5% | +5.7% |
| 3M | -10.1% | -28.9% | +18.7% | +0.5% |
| 6M | +1.0% | -49.7% | +50.7% | +28.1% |
| YTD | +8.5% | -64.9% | +73.4% | +53.9% |
| 1Y | +25.7% | -64.0% | +89.8% | +75.6% |
| 3Y | +216.0% | -77.4% | +293.4% | +407.0% |
| 5Y | +112.3% | -74.4% | +186.7% | +206.7% |
| All | +207.0% | -4.1% | +211.1% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling